Haze-fog has seriously hindered the sustainable development of the ecological environment and caused great harm to the physical and mental health of residents in China. Therefore, it is important to probe the formation of haze-fog for its early warning and prevention. The formation of haze-fog is, in fact, a fuzzy nonlinear process. The formation of haze-fog is such a complex process that it is difficult to simulate its dynamic evolution using traditional methods, mainly because of the lack of their consideration of the nonlinear relationships. It is, therefore, essential to explore new perspectives on the formation of haze-fog. In this work, previous research on haze-fog formation is summarized first. Second, a new perspective is proposed on the application of fuzzy cognitive map to the formation of haze-fog. Third, a data mining method based on the genetic algorithm is used to discover the causality values of a fuzzy cognitive map (FCM) for hazefog formation. Finally, simulation results are obtained through an experiment using the fuzzy cognitive map and its data mining method for the formation of haze-fog. The validity of this approach is determined by definition of a simple rule and the Kappa values. Thus, this research not only provides a new idea using FCM modeling the formation of haze-fog, but also uses an effective method of FCM for solving the nonlinear dynamics of the haze-fog formation.